On non-monotonic Choquet integrals as aggregation functions [PDF]
This paper deals with non-monotonic Choquet integral, a generalization of the regular Choquet integral. The discrete non-monotonic Choquet integral is considered under the viewpoint of aggregation.
Silvio Giove, Marta Cardin
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Modelling fraud detection by attack trees and Choquet integral [PDF]
Modelling an attack tree is basically a matter of associating a logical ÒndÓand a logical ÒrÓ but in most of real world applications related to fraud management the Ònd/orÓlogic is not adequate to effectively represent the relationship between a parent ...
Silvio Giove +2 more
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Inconsistency and non-additive Choquet integration in the Analytic Hierarchy Process [PDF]
We propose to extend the aggregation scheme of Saaty’s AHP, from the stan- dard weighted averaging to the more general Choquet integration. In our model, a measure of inconsistency between criteria is derived from the main pairwise comparison matrix and ...
Ricardo Alberto Marques Pereira +1 more
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A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid [PDF]
The main advances regarding the use of the Choquet and Sugeno integrals in multi-criteria decision aid over the last decade are reviewed. They concern mainly a bipolar extension of both the Choquet integral and the Sugeno integral, interesting particular
Michel Grabisch, Christophe Labreuche
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Parity and generalized multiplicity [PDF]
, 1991 Assuming that X and Y are Banach spaces and that T is a path of linear Fredholm operators with invertible endpoints, in [F-Pl] we defined a homotopy invariant "the parity of T .
Fitzpatrickp. +4 more
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A characterization of the 2-additive Choquet integral through cardinal information [PDF]
In the context of multiple criteria decision analysis, we present the necessary and sufficient conditions to represent a cardinal preferential information by the Choquet integral w.r.t. a 2-additive capacity.
Michel Grabisch +2 more
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A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package [PDF]
The application of multi-attribute utility theory whose aggregation process is based on the Choquet integral requires the prior identification of a capacity. The main approaches to capacity identification proposed in the literature are reviewed and their
Patrick MEYER +2 more
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An empirical study of statistical properties of Choquet and Sugeno integrals [PDF]
This paper investigates the statistical properties of the Choquet and Sugeno integrals, used as multiattribute models. The investigation is done on an empirical basis, and focuses on two topics: the distribution of the output of these integrals when the ...
Eric Raufaste, Michel Grabisch
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Choquet Integrals With Respect to Non-Monotonic Set Functions [PDF]
This paper introduces the signed Choquet integral, i.e., a nonmonotonic generalization of the Choquet integral. Applications to welfare theory, multi-period optimization, and asset pricing are described.Choquet integral;comonotonicity;arbitrage;time ...
De Waegenaere, A.M.B., Wakker, P.P.
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Commutativity, comonotonicity, and Choquet integration of self-adjoint operators
, 2018 In this work, we propose a definition of comonotonicity for elements of B(H)sa, i.e. bounded self-adjoint operators defined over a complex Hilbert space H. We show that this notion of comonotonicity coincides with a form of commutativity.
Luigi Montrucchio +3 more
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